@Getlucky
That is a really pretty high poly model and you have it scaled way, way up and you had it set to polygon collision. So I think that was causing a problem. Use box collision instead. Eventually we will get cylinder collision which will be optimal for that.
In FPE I changed:
collisionmode = 0
to
collisionmode = 1
and it loaded right in.
see pic
You should edit your post now to remove the attachment unless it is a model you have created yourself and wish to share it.
edit: Also, you should pre-scale the mesh in max as opposed to doing it in the importer. Also the base of the statue should be at 0,0,0 world coords. When I placed it in the level it was halfway into the ground.
Gigabyte P67A-UD4-B3, Intel Core i7 2600K, 16GB Corsair DDR3, EVGA GTX 970 SC, Win7 Pro 64-bit SP1, Primary monitor @ 1920x1080, secondary monitor @ 1024x1280